+326.7%
SGOL vs VT
+479.7%
-153.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +4.4% | +1.0% | +3.5% | +4.3% |
| 3M | -1.0% | +2.4% | -3.4% | -1.3% |
| 6M | -13.7% | +12.0% | -25.7% | -14.9% |
| YTD | +2.8% | +15.3% | -12.5% | +1.1% |
| 1Y | +24.8% | +22.6% | +2.2% | +21.8% |
| 3Y | +127.5% | +74.7% | +52.9% | +113.8% |
| 5Y | +140.6% | +66.1% | +74.5% | +126.1% |
| 10Y | +227.3% | +225.0% | +2.3% | +187.5% |
| All | +326.7% | +479.7% | -153.1% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling